Dependent defaults and losses with factor copula models (Q1648673)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependent defaults and losses with factor copula models |
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Dependent defaults and losses with factor copula models (English)
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27 June 2018
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credit portfolio
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credit derivatives
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discrete Fourier transform
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factor copula
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random loss
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survival models
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